diffeo / kodama

Fast hierarchical agglomerative clustering in Rust.
MIT License
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Add Hausdorff Linkage #11

Open kno10 opened 4 months ago

kno10 commented 4 months ago

Hausdorff linkage is the twin of Minimax linkage, but much less widely known.

The name obviously comes from Hausdorff distance, a very classical measure for the distance of sets.

The objective is the "maximum minimum distance", i.e., choose the merge $A\cup B$ with the smallest $$\max\left\{\max{a\in A} \min{b\in B} d(a,b), \max{b\in B} \min{a\in A} d(a,b)\right\}$$ and can be seen as finding the shortest edge such that every point from either set is connected to some point of the other set.

Basalto, Nicolas; Bellotti, Roberto; De Carlo, Francesco; Facchi, Paolo; Pantaleo, Ester; Pascazio, Saverio
Hausdorff clustering of financial time series
Physica A: Statistical Mechanics and Its Applications. 379 (2): 635–644.